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ML Session n°3
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Adrien Couque
March 08, 2017
Technology
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ML Session n°3
Adrien Couque
March 08, 2017
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Transcript
ML: regression March 2017
Notations : Scalar (number) : Vector : Matrix : Transpose
of matrix X : Mean of vectors x : Estimate of vector value x
Simple linear regression
Solving simple linear regression Goal : find the best and
for Best ? Minimize the square residuals (least squares)
Solving simple linear regression: finding the best estimates for a
and b
Demo 1
Multivariate linear regression
Demo 2
Polynomial regression
Trick : still a linear regression ! Just create additional
columns, derived from pre-existing ones Then it comes back to a linear regression
Demo 3
Gradient descent
Gradient descent
Gradient descent
Normal equation vs gradient descent Normal equation Gradient descent No
additional parameters Need to choose a learning step No loop Needs to iterate : for inverse Slow if is large Works well when is large In practice : n < 10.000 ⇔ normal equation
Logistic regression Used for binary classification Decision boundary : 0.5
- y < 0.5 : class A - y >= 0.5 : class B
Logistic regression : cost function
Logistic regression : cost function
Demo 4: logistic regression + gradient descent
Questions? March 2017